Statistical Arbitrage Quant Researcher

JR United Kingdom; Bournemouth; On-site; GBP 55,000 - 85,000; Full time

Job summary

A leading firm in quantitative trading seeks a Statistical Arbitrage Quant Researcher in Bournemouth. In this role, you will develop and implement statistical arbitrage strategies, optimize backtesting processes, and collaborate closely with portfolio managers. The position demands a strong academic background and practical experience in quantitative research, particularly within hedge funds. This is an exciting opportunity to contribute to a reputable company known for its excellence in the financial market.

Qualifications

• Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related fields preferred.
• At least 3 years of experience in quantitative research.
• Proven accomplishments in academia or industry.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies.
• Optimize signal extraction and backtesting processes.
• Collaborate with portfolio managers on strategy integration.

Skills

Programming skills in Python

Programming skills in R

Programming skills in C++

Machine Learning techniques

Analytical skills

Data-driven decision making

Education

Ph.D. in Mathematics

Ph.D. in Statistics

Ph.D. in Physics

Ph.D. in Computer Science

Job description

Statistical Arbitrage Quant Researcher

Location: Bournemouth, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views: 3

Posted: 16.06.2025

Expiry Date: 31.07.2025

Job Description

We are seeking a Statistical Arbitrage Quant Researcher to join our team in Bournemouth. The role involves developing and implementing medium frequency statistical arbitrage strategies across various markets, optimizing signal extraction and backtesting, collaborating with portfolio managers, and monitoring market conditions to refine trading models. A strong understanding of academic research and latest quantitative techniques is essential.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies.
• Optimize signal extraction and backtesting processes.
• Collaborate with portfolio managers on strategy integration.
• Monitor and adjust strategies based on market conditions.
• Stay updated with academic research and quantitative techniques.

Requirements

• Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related fields preferred.
• Proven accomplishments in academia or industry.
• At least 3 years of experience in quantitative research within hedge funds.
• Strong programming skills in Python, R, or C++, with Machine Learning libraries.
• Experience developing and trading medium frequency statistical arbitrage strategies.
• Exceptional analytical and data-driven decision-making skills.
• High ethical standards.

If interested, apply to join a leading firm with a reputation for excellence in quantitative trading.